+957.8%
AAOI vs HALO
+998.4%
-40.5%
-98.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.2% | +1.8% | +2.0% |
| 7D | -0.2% | -2.7% | +2.6% | +0.5% |
| 30D | -23.7% | +5.3% | -29.0% | -25.0% |
| 3M | -39.0% | +51.6% | -90.6% | -45.8% |
| 6M | -17.0% | +61.3% | -78.3% | -27.6% |
| YTD | +202.2% | +59.3% | +143.0% | +165.1% |
| 1Y | +292.4% | +38.3% | +254.1% | +256.0% |
| 3Y | +804.4% | +185.9% | +618.5% | +546.8% |
| 5Y | +1,318.0% | +159.9% | +1,158.1% | +922.1% |
| 10Y | +436.7% | +965.6% | -528.9% | +169.7% |
| All | +957.8% | +998.4% | -40.5% | +422.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded HALO wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling